+476.5%
V vs EL
+60.4%
+416.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -0.4% | +2.7% | -3.0% | -1.1% |
| 30D | +6.3% | +10.8% | -4.5% | +3.2% |
| 3M | +17.2% | +26.5% | -9.3% | +9.1% |
| 6M | +29.2% | +31.1% | -1.9% | +18.3% |
| YTD | +20.8% | +6.6% | +14.2% | +15.0% |
| 1Y | +25.0% | +21.8% | +3.2% | +13.8% |
| 3Y | +75.3% | +1.8% | +73.5% | +55.9% |
| 5Y | +105.8% | -65.6% | +171.4% | +189.2% |
| All | +476.5% | +60.4% | +416.1% | +309.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling